PREVIEW / futures_5min / 2015-01-02

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-01-02.parquet
  size:    203 KB
  rows:    11,240

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2015-01-02 00:00:00	ES	Futures	2171.53	2171.79	2171.53	2171.53	107.0
2015-01-02 00:05:00	ES	Futures	2171.79	2172.06	2171.53	2171.79	198.0
2015-01-02 00:10:00	ES	Futures	2171.79	2172.58	2171.79	2172.58	670.0
2015-01-02 00:15:00	ES	Futures	2172.32	2172.58	2172.06	2172.06	120.0
2015-01-02 00:20:00	ES	Futures	2172.06	2172.32	2171.79	2171.79	180.0
2015-01-02 00:25:00	ES	Futures	2171.79	2172.32	2171.79	2172.06	96.0
2015-01-02 00:30:00	ES	Futures	2172.06	2172.32	2171.79	2172.06	217.0
2015-01-02 00:35:00	ES	Futures	2172.06	2172.06	2171.79	2172.06	45.0
2015-01-02 00:40:00	ES	Futures	2171.79	2172.06	2171.53	2171.53	92.0
2015-01-02 00:45:00	ES	Futures	2171.53	2171.79	2170.48	2170.74	515.0
2015-01-02 00:50:00	ES	Futures	2170.74	2171.0	2170.48	2171.0	64.0
2015-01-02 00:55:00	ES	Futures	2171.0	2171.0	2170.74	2171.0	129.0
2015-01-02 01:00:00	ES	Futures	2170.74	2171.0	2169.69	2169.95	447.0
2015-01-02 01:05:00	ES	Futures	2169.95	2170.21	2169.69	2170.21	52.0
2015-01-02 01:10:00	ES	Futures	2170.21	2170.21	2170.21	2170.21	19.0
2015-01-02 01:15:00	ES	Futures	2170.21	2170.74	2169.95	2170.74	84.0
2015-01-02 01:20:00	ES	Futures	2170.74	2171.27	2170.48	2171.0	131.0
2015-01-02 01:25:00	ES	Futures	2171.27	2171.27	2170.74	2171.0	98.0
2015-01-02 01:30:00	ES	Futures	2170.74	2171.53	2170.74	2170.74	288.0
2015-01-02 01:35:00	ES	Futures	2171.0	2171.53	2170.74	2171.0	168.0
2015-01-02 01:40:00	ES	Futures	2171.0	2171.27	2171.0	2171.0	20.0
2015-01-02 01:45:00	ES	Futures	2171.0	2171.0	2170.74	2171.0	54.0
2015-01-02 01:50:00	ES	Futures	2170.74	2171.53	2170.74	2171.53	48.0
2015-01-02 01:55:00	ES	Futures	2171.53	2172.32	2171.27	2172.32	490.0
2015-01-02 02:00:00	ES	Futures	2172.32	2176.0	2172.32	2174.69	3689.0
2015-01-02 02:05:00	ES	Futures	2174.42	2174.69	2172.06	2172.32	1129.0
2015-01-02 02:10:00	ES	Futures	2172.58	2173.37	2172.32	2173.37	332.0
2015-01-02 02:15:00	ES	Futures	2173.37	2173.9	2173.11	2173.11	241.0
2015-01-02 02:20:00	ES	Futures	2173.11	2175.21	2173.11	2174.42	855.0
2015-01-02 02:25:00	ES	Futures	2174.16	2174.69	2173.9	2173.9	241.0
2015-01-02 02:30:00	ES	Futures	2173.9	2174.16	2173.11	2173.63	540.0
2015-01-02 02:35:00	ES	Futures	2173.63	2173.9	2173.11	2173.9	252.0
2015-01-02 02:40:00	ES	Futures	2173.63	2173.63	2172.58	2172.84	215.0
2015-01-02 02:45:00	ES	Futures	2172.84	2173.63	2172.84	2173.11	269.0
2015-01-02 02:50:00	ES	Futures	2173.11	2174.16	2173.11	2173.9	319.0
2015-01-02 02:55:00	ES	Futures	2173.63	2176.0	2173.11	2175.21	1848.0
2015-01-02 03:00:00	ES	Futures	2175.21	2176.0	2174.16	2174.69	2891.0
2015-01-02 03:05:00	ES	Futures	2174.69	2175.74	2174.16	2175.21	2002.0
2015-01-02 03:10:00	ES	Futures	2175.21	2175.21	2173.37	2174.42	2004.0
2015-01-02 03:15:00	ES	Futures	2174.42	2174.42	2173.63	2173.9	639.0
2015-01-02 03:20:00	ES	Futures	2174.16	2174.42	2171.79	2172.58	1787.0
2015-01-02 03:25:00	ES	Futures	2172.58	2172.58	2171.53	2172.06	848.0
2015-01-02 03:30:00	ES	Futures	2172.06	2172.84	2171.27	2172.58	765.0
2015-01-02 03:35:00	ES	Futures	2172.58	2172.58	2171.53	2171.53	456.0
2015-01-02 03:40:00	ES	Futures	2171.53	2172.06	2170.74	2171.27	930.0
2015-01-02 03:45:00	ES	Futures	2171.0	2171.53	2170.74	2171.53	864.0
2015-01-02 03:50:00	ES	Futures	2171.27	2172.58	2170.21	2172.06	1611.0
2015-01-02 03:55:00	ES	Futures	2172.06	2172.32	2168.9	2168.9	1935.0
2015-01-02 04:00:00	ES	Futures	2168.9	2169.69	2168.11	2168.37	3735.0
2015-01-02 04:05:00	ES	Futures	2168.37	2168.9	2167.06	2168.9	2155.0

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